-22.1%
BA vs A
+15.4%
-37.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -7.9% | +3.4% | -11.3% | -9.0% |
| 3M | -25.3% | +23.8% | -49.1% | -31.0% |
| 6M | -24.6% | +49.0% | -73.6% | -35.3% |
| YTD | -20.1% | +29.4% | -49.5% | -28.1% |
| 1Y | -11.8% | +19.4% | -31.1% | -18.3% |
| 3Y | -10.1% | +66.2% | -76.3% | -30.1% |
| All | -22.1% | +15.4% | -37.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling